Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49729.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45667.81 Kr¶

PnL: ---------------------------------------> 611.81 Kr¶

DD now: ---------------------------------> -6.384 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 17:12:32.768812'

Anic Portfolio¶

Today¶

Return: 1.751 %¶

This Week¶

Return: 0.864 %¶

Total portfolio value¶

Return including deposits: 62.8 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.380000 1667.160000 198.160000 13.490000 1468.999998
Orrön Energy 180 6.520000 2190.600000 147.600000 7.220000 2043.000000
Sedana Medical 93 3.620000 2661.660000 140.660000 5.580000 2521.000011
Atrium Ljungberg B 5 4.460000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
VEF 909 4.800000 1905.260000 55.260000 2.990000 1850.000436
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
JM 6 3.280000 906.600000 42.600000 4.930000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.450000 1001.520000 34.520000 3.570000 966.999996
BioGaia B 8 1.800000 951.200000 21.200000 2.280000 930.000000
Byggmax Group 33 2.010000 972.180000 16.180000 1.690000 956.000001
Biotage 7 1.480000 956.900000 15.900000 1.690000 940.999997
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Clas Ohlson B 12 0.920000 983.400000 10.400000 1.070000 972.999996
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
EQT 4 1.110000 837.200000 5.200000 0.630000 832.000000
OX2 13 1.450000 954.200000 4.200000 0.440000 949.999999
AcadeMedia 8 1.000000 404.800000 2.800000 0.700000 402.000000
ASSA ABLOY B 3 0.580000 780.300000 1.300000 0.170000 779.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Nordic Waterproofing Holding 7 1.340000 956.200000 -10.800000 -1.120000 966.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Addnode Group B 11 0.060000 902.000000 -19.000000 -2.060000 921.000003
SKF B 5 -1.500000 918.000000 -22.000000 -2.340000 940.000000
Vitec Software Group B 2 2.020000 1063.000000 -24.000000 -2.210000 1087.000000
Hexagon B 26 1.300000 3434.600000 -26.400000 -0.760000 3461.000010
Indutrade 5 2.500000 1190.000000 -28.000000 -2.300000 1218.000000
Latour B 4 -0.200000 816.400000 -40.600000 -4.740000 857.000000
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45667.810000 611.810000 -6.38424% 45056.000411

Updated:¶

'2023-07-04 17:12:50.398919'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶